You can hook the system up backwards and force water through the filters in reverse and it dislodges a good amount of the particulate matter. I hang them to drip dry, and once they stop dripping I just put the filters in a Food Saver bag and stick them in the fridge and keep them until the next batch. I get maybe 4-5 beers out of each filter. It ups my cost some, but I get a very clear, consistent product.
For the filters, most of them are packaged such that you can just drop them in the housing and go. I don't worry much about their cleanliness if they arrive in their factory wrapping. I've never had an issue to date.
To sanitize, I disassemble the whole unit and sanitize all the components with StarSan, and then reassemble and hook it up.
Until you mentioned it, I hadn't taken any precautions regarding O2 in the filter housings. I just assumed that when I pressurize the keg and start pushing liquid into the filter housings, that all of the O2 would get displaced by the liquid, and because I'm pushing the product into the second keg via the out port, there is only a marginal amount of O2 being introduced. Using this method, I haven't had any issues with oxidation to date, but I'm open to comments on it.
I did a filtration on an IPA yesterday and I ran it at 15PSI. Because I have two filters instead of just one, it was a bit slow. When I was running just one filter, 7-10PSI was more than enough. The porousness of the filter affects its resistance, so a 5-micron will require less pressure than a 1-micron, in my experience.